As stated in the documentation of the mobipocket reader, but with this support do they mean the ability to search for a word in the book you are reading, or just open the dictionary as any other book and then search and after that go back to the book?
The first option is the perfect one, and we already have the second option thanks to Adam B.
I´d really like to know.

The mobipocket "database" functionality isn't supported in release 1 of mobipocket for iLiad (when you try to run a dictionary it tells you not supported, but will be in the next release). When it is you should be able to search (and in theory also add entries?) - we'll have to wait for the next release for dictionary, and hopefully annotations.